PREVIEW / futures_5min / 2022-01-04

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-04.parquet
  size:    337 KB
  rows:    19,571

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2022-01-04 00:00:00	ES	Futures	5423.58	5424.43	5423.3	5423.58	548.0
2022-01-04 00:05:00	ES	Futures	5423.86	5424.14	5423.58	5423.86	281.0
2022-01-04 00:10:00	ES	Futures	5424.14	5424.99	5423.86	5424.71	610.0
2022-01-04 00:15:00	ES	Futures	5424.71	5426.12	5424.14	5425.84	892.0
2022-01-04 00:20:00	ES	Futures	5425.84	5426.12	5425.56	5426.12	303.0
2022-01-04 00:25:00	ES	Futures	5426.41	5426.69	5425.28	5426.69	583.0
2022-01-04 00:30:00	ES	Futures	5426.69	5426.69	5425.84	5426.41	452.0
2022-01-04 00:35:00	ES	Futures	5426.12	5426.97	5426.12	5426.69	492.0
2022-01-04 00:40:00	ES	Futures	5426.41	5427.26	5426.12	5426.97	299.0
2022-01-04 00:45:00	ES	Futures	5426.69	5427.26	5426.69	5427.26	229.0
2022-01-04 00:50:00	ES	Futures	5426.97	5427.26	5426.41	5426.97	260.0
2022-01-04 00:55:00	ES	Futures	5426.97	5427.54	5426.41	5426.69	330.0
2022-01-04 01:00:00	ES	Futures	5426.69	5426.97	5426.12	5426.69	557.0
2022-01-04 01:05:00	ES	Futures	5426.69	5427.82	5426.69	5427.54	617.0
2022-01-04 01:10:00	ES	Futures	5427.54	5428.1	5427.26	5427.26	353.0
2022-01-04 01:15:00	ES	Futures	5427.54	5427.54	5424.99	5425.28	834.0
2022-01-04 01:20:00	ES	Futures	5424.99	5425.56	5424.43	5425.56	514.0
2022-01-04 01:25:00	ES	Futures	5425.56	5425.56	5424.43	5424.71	173.0
2022-01-04 01:30:00	ES	Futures	5424.43	5425.56	5424.43	5425.28	330.0
2022-01-04 01:35:00	ES	Futures	5425.56	5426.12	5424.99	5425.84	347.0
2022-01-04 01:40:00	ES	Futures	5425.84	5426.69	5425.56	5425.84	232.0
2022-01-04 01:45:00	ES	Futures	5425.84	5426.41	5424.71	5426.12	436.0
2022-01-04 01:50:00	ES	Futures	5426.12	5426.69	5425.56	5426.12	207.0
2022-01-04 01:55:00	ES	Futures	5426.12	5426.41	5425.28	5425.56	223.0
2022-01-04 02:00:00	ES	Futures	5425.56	5425.56	5423.01	5423.3	1434.0
2022-01-04 02:05:00	ES	Futures	5423.01	5423.86	5421.88	5422.16	656.0
2022-01-04 02:10:00	ES	Futures	5422.45	5423.86	5422.16	5423.86	513.0
2022-01-04 02:15:00	ES	Futures	5424.14	5424.14	5422.45	5423.01	373.0
2022-01-04 02:20:00	ES	Futures	5422.73	5423.01	5421.88	5422.73	271.0
2022-01-04 02:25:00	ES	Futures	5422.73	5423.86	5422.73	5423.01	242.0
2022-01-04 02:30:00	ES	Futures	5422.73	5424.71	5422.73	5424.14	357.0
2022-01-04 02:35:00	ES	Futures	5424.14	5424.71	5423.86	5424.14	271.0
2022-01-04 02:40:00	ES	Futures	5424.14	5425.56	5424.14	5425.56	504.0
2022-01-04 02:45:00	ES	Futures	5425.56	5425.84	5424.14	5424.99	518.0
2022-01-04 02:50:00	ES	Futures	5424.71	5426.41	5424.43	5425.84	539.0
2022-01-04 02:55:00	ES	Futures	5425.56	5426.97	5424.43	5426.97	824.0
2022-01-04 03:00:00	ES	Futures	5426.97	5426.97	5423.58	5424.99	3270.0
2022-01-04 03:05:00	ES	Futures	5424.71	5426.97	5423.58	5423.86	2043.0
2022-01-04 03:10:00	ES	Futures	5423.86	5424.14	5422.16	5422.45	1152.0
2022-01-04 03:15:00	ES	Futures	5422.73	5424.43	5421.6	5424.43	1608.0
2022-01-04 03:20:00	ES	Futures	5424.14	5425.84	5423.3	5425.56	1384.0
2022-01-04 03:25:00	ES	Futures	5425.56	5425.56	5423.3	5424.71	997.0
2022-01-04 03:30:00	ES	Futures	5424.71	5425.28	5423.01	5424.43	1054.0
2022-01-04 03:35:00	ES	Futures	5424.43	5425.56	5423.58	5424.99	913.0
2022-01-04 03:40:00	ES	Futures	5424.99	5426.41	5422.45	5422.45	1450.0
2022-01-04 03:45:00	ES	Futures	5422.45	5424.14	5422.45	5423.58	1279.0
2022-01-04 03:50:00	ES	Futures	5423.58	5424.14	5422.16	5423.3	719.0
2022-01-04 03:55:00	ES	Futures	5423.3	5423.58	5421.32	5422.45	1183.0
2022-01-04 04:00:00	ES	Futures	5422.45	5423.58	5421.88	5423.01	748.0
2022-01-04 04:05:00	ES	Futures	5423.01	5424.14	5422.73	5423.3	598.0

> showing 50 of 19,571 rows — these rows as CSV

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